Quantile-Frequency Analysis (QFA) of Time Series

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Documentation for package ‘qfa’ version 4.1

• DESCRIPTION file.

Help Pages

birthweight	Birthweight data
engel	Engel food expenditure data
per	Periodogram (PER)
qacf	Quantile Autocovariance Function (QACF)
qcser	Quantile-Crossing Series (QCSER)
qdft	Quantile Discrete Fourier Transform (QDFT)
qdft2qacf	Quantile Autocovariance Function (QACF)
qdft2qper	Quantile Periodogram (QPER)
qdft2qser	Quantile Series (QSER)
qfa.plot	Quantile-Frequency Plot
qkl.divergence	Kullback-Leibler Divergence of Quantile Spectral Estimate
qper	Quantile Periodogram (QPER)
qper2	Quantile Periodogram Type II (QPER2)
qser	Quantile Series (QSER)
qser2ar	Autoregression (AR) Model of Quantile Series
qser2qacf	ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)
qser2sar	Spline Autoregression (SAR) Model of Quantile Series
qspec.ar	Autoregression (AR) Estimator of Quantile Spectrum
qspec.lw	Lag-Window (LW) Estimator of Quantile Spectrum
qspec.sar	Spline Autoregression (SAR) Estimator of Quantile Spectrum
qspec2qcoh	Quantile Coherence Spectrum
sar.eq.bootstrap	Bootstrap Simulation of SAR Coefficients for Testing Equality of Granger-Causality in Two Samples
sar.eq.test	Wald Test and Confidence Band for Equality of Granger-Causality in Two Samples
sar.gc.bootstrap	Bootstrap Simulation of SAR Coefficients for Granger-Causality Analysis
sar.gc.coef	Extraction of SAR Coefficients for Granger-Causality Analysis
sar.gc.test	Wald Test and Confidence Band for Granger-Causality Analysis
sqdft	Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series
sqdft.fit	Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series Given Smoothing Parameter
sqr	Spline Quantile Regression (SQR) by formula
sqr.fit	Spline Quantile Regression (SQR)
sqr.fit.optim	Spline Quantile Regression (SQR) by Gradient Algorithms
tqr.fit	Trigonometric Quantile Regression (TQR)
tsqr.fit	Trigonometric Spline Quantile Regression (TSQR) of Time Series
yearssn	Yearly sunspot numbers